Karman Holdings Inc. (KRMN) Options History
Historical options analytics archive for KRMN with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
KRMN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KRMN. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 15 | 79.5% | 28.5% | $45.00 | -$4.6K | $8.3M | 0.63 |
| 2026-05 | 19 | 90.6% | 51.2% | $65.00 | -$335.4K | $24.2M | 1.95 |
| 2026-04 | 19 | 73.5% | 38.9% | $80.00 | $7.9K | $13.2M | 1.49 |
| 2026-03 | 19 | 90.1% | 68.8% | $100.00 | -$160.4K | $5.7M | 1.41 |
| 2026-02 | 19 | 84.3% | 70.3% | $80.00 | $169.3K | -$11.1M | 1.60 |
| 2026-01 | 20 | 71.0% | - | $95.00 | $280.2K | -$25.2M | 0.44 |
This archive aggregates KRMN's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how KRMN option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 79.5%, a month-end max-pain strike around $45.00, an average put/call ratio of 0.63.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked KRMN history questions
- How much options history is available for KRMN?
- This archive holds 11 months of KRMN options analytics, spanning 2025-08 through 2026-06. Each entry is a monthly rollup of KRMN's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the KRMN archive.
- What data does each monthly KRMN aggregate contain?
- Every monthly row summarizes that month of KRMN option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 79.5%, an average IV rank of 28.5%, a month-end max-pain strike around $45.00, an average put/call ratio of 0.63.
- How is the KRMN options-history archive built and how often does it update?
- The archive is derived from KRMN's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how KRMN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.